dev.nm.solver.multivariate.constrained.general.sqp.activeset

Class SQPActiveSetOnlyInequalityConstraintMinimizer.Solution

java.lang.Object

dev.nm.solver.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer.Solution

dev.nm.solver.multivariate.constrained.general.sqp.activeset.SQPActiveSetOnlyInequalityConstraintMinimizer.Solution

All Implemented Interfaces:

IterativeMethod<Vector>, IterativeSolution<Vector>, MinimizationSolution<Vector>

Enclosing class:

SQPActiveSetOnlyInequalityConstraintMinimizer

public class SQPActiveSetOnlyInequalityConstraintMinimizer.Solution
extends SQPActiveSetMinimizer.Solution

This is the solution to a general minimization problem with only inequality constraints using the SQP Active Set algorithm.

Method Summary

Modifier and Type	Method and Description
Vector	search(Vector... initials) Search for a solution that optimizes the objective function from the given starting points.

Methods inherited from class dev.nm.solver.multivariate.constrained.general.sqp.activeset.SQPActiveSetMinimizer.Solution

minimizer, minimum, search, search, setInitials, step

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

search

public Vector search(Vector... initials)
              throws Exception

Description copied from class: SQPActiveSetMinimizer.Solution

Search for a solution that optimizes the objective function from the given starting points. This method typically calls first IterativeMethod.setInitials(Object[]) and then iteratively IterativeMethod.step(). It implements a default convergence criterion.

Specified by:

search in interface IterativeMethod<Vector>

Overrides:

search in class SQPActiveSetMinimizer.Solution

Parameters:

initials - \(x_{0}\) s.t., \(c_j(x_0) \geq 0, j = 1, 2, ..., q\); \(\lambda _{0}\), the Lagrange multipliers for equality constraints (lambda); \(\mu _{0} \&ge 0\), the Lagrange multipliers for inequality constraints (mu)

Returns:

an (approximate) optimizer

Throws:

Exception - when an error occurs during the search